class_docstr: Represents an interest rate curve.
docstr: Update discount factors at the interpolation nodes with new values.
docstr_tok: ["Update","discount","factors","at","the","interpolation","nodes","with","new","values","."]
code: def set_discount_factor_nodes(self, values: types.FloatTensor):
      """Update discount factors at the interpolation nodes with new values."""
      values = tf.convert_to_tensor(values, dtype=self._dtype)
      values_shape = values.shape.as_list()
      nodes_shape = self.discount_factor_nodes.shape.as_list()
      if values_shape != nodes_shape:
          raise ValueError(
              "New values should have shape {0} but are of "
              "shape {1}".format(nodes_shape, values_shape)
          )
      self._discount_factor_nodes = values
  
imports: from typing import Optional, Tuple
  import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance import math
  from tf_quant_finance import rates
  from tf_quant_finance.experimental.pricing_platform.framework.core import curve_types
  from tf_quant_finance.experimental.pricing_platform.framework.core import daycount_conventions
  from tf_quant_finance.experimental.pricing_platform.framework.core import interpolation_method
  from tf_quant_finance.experimental.pricing_platform.framework.core import processed_market_data
  from tf_quant_finance.experimental.pricing_platform.framework.core import types
  from tf_quant_finance.experimental.pricing_platform.framework.market_data import utils
label_desc: Use image node_id 7 for calling the RateCurve obj's underlying member method code with example usage: obj.set_discount_factor_nodes(values) without return types